The Journal of Portfolio Management

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The Role of Factors in Asset Allocation
Mark Kritzman

The Journal of Portfolio Management Investment Models 2021, 47 (5) 58-64; DOI: https://doi.org/10.3905/jpm.2021.1.223
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New Perspective on Investment Models
Kees Koedijk and Alfred Slager

The Journal of Portfolio Management Investment Models 2021, 47 (5) 15-23; DOI: https://doi.org/10.3905/jpm.2021.1.224
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Factor Allocation Model: Integrating Factor Models and Strategies into the Asset Allocation Process
Dimitris Melas

The Journal of Portfolio Management Investment Models 2021, 47 (5) 51-57; DOI: https://doi.org/10.3905/jpm.2021.1.220
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Editors’ Introduction to the Special Issue on Investment Models
Frank J. Fabozzi and Kees Koedijk

The Journal of Portfolio Management Investment Models 2021, 47 (5) 1-5; DOI: https://doi.org/10.3905/jpm.2021.47.5.001
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Risk Parity: The Democratization of Risk in Asset Allocation
Francesco A. Fabozzi, Joseph Simonian and Frank J. Fabozzi

The Journal of Portfolio Management Investment Models 2021, 47 (5) 41-50; DOI: https://doi.org/10.3905/jpm.2021.1.228
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Optimal Allocation to Time-Series and Cross-Sectional Momentum
Olivier Schmid and Patrick Wirth

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 160-179; DOI: https://doi.org/10.3905/jpm.2021.1.213
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Tactical Asset Allocation with the Relative Total Return CAPE
Rolando F. Peláez

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 180-191; DOI: https://doi.org/10.3905/jpm.2021.1.206
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Climate Change and Asset Allocation: A Distinction That Makes a Difference
Brian Jacobsen, Eddie Cheng and Wai Lee

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2021.1.218
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Turning Tail Risks into Tailwinds
Jérôme Gava, Francisco Guevara and Julien Turc

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 41-70; DOI: https://doi.org/10.3905/jpm.2021.1.205
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Fuzzy Factors and Asset Allocation
Alexander Rudin and Daniel Farley

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 110-122; DOI: https://doi.org/10.3905/jpm.2021.1.214

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